regedit changes not saved

Tech-Archive recommends: Fix windows errors by optimizing your registry

From: ShelleyDan (ShelleyDan_at_discussions.microsoft.com)
Date: 09/26/04 

Date: Sun, 26 Sep 2004 07:57:01 -0700

Using XP Pro SP2. I deleted the key
HKEY_CURRENT_USER\Software\Microsoft\Windows\CurrentVersion\Run MSMSGS to
eliminate the pop up messages. But after windows restart (or shut down) the
key is back in the registry. Why are my changes saved?